Trading Metrics calculated at close of trading on 01-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
6,479.60 |
6,480.71 |
1.11 |
0.0% |
5,957.79 |
High |
6,600.36 |
6,495.97 |
-104.39 |
-1.6% |
6,974.30 |
Low |
6,352.91 |
6,166.48 |
-186.43 |
-2.9% |
5,720.83 |
Close |
6,479.81 |
6,355.57 |
-124.24 |
-1.9% |
6,682.19 |
Range |
247.45 |
329.49 |
82.04 |
33.2% |
1,253.47 |
ATR |
679.12 |
654.15 |
-24.97 |
-3.7% |
0.00 |
Volume |
42,385 |
41,851 |
-534 |
-1.3% |
359,703 |
|
Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,327.81 |
7,171.18 |
6,536.79 |
|
R3 |
6,998.32 |
6,841.69 |
6,446.18 |
|
R2 |
6,668.83 |
6,668.83 |
6,415.98 |
|
R1 |
6,512.20 |
6,512.20 |
6,385.77 |
6,425.77 |
PP |
6,339.34 |
6,339.34 |
6,339.34 |
6,296.13 |
S1 |
6,182.71 |
6,182.71 |
6,325.37 |
6,096.28 |
S2 |
6,009.85 |
6,009.85 |
6,295.16 |
|
S3 |
5,680.36 |
5,853.22 |
6,264.96 |
|
S4 |
5,350.87 |
5,523.73 |
6,174.35 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,219.52 |
9,704.32 |
7,371.60 |
|
R3 |
8,966.05 |
8,450.85 |
7,026.89 |
|
R2 |
7,712.58 |
7,712.58 |
6,911.99 |
|
R1 |
7,197.38 |
7,197.38 |
6,797.09 |
7,454.98 |
PP |
6,459.11 |
6,459.11 |
6,459.11 |
6,587.91 |
S1 |
5,943.91 |
5,943.91 |
6,567.29 |
6,201.51 |
S2 |
5,205.64 |
5,205.64 |
6,452.39 |
|
S3 |
3,952.17 |
4,690.44 |
6,337.49 |
|
S4 |
2,698.70 |
3,436.97 |
5,992.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,865.72 |
5,866.90 |
998.82 |
15.7% |
388.64 |
6.1% |
49% |
False |
False |
48,055 |
10 |
6,974.30 |
5,267.61 |
1,706.69 |
26.9% |
617.10 |
9.7% |
64% |
False |
False |
74,059 |
20 |
9,214.81 |
3,925.27 |
5,289.54 |
83.2% |
813.45 |
12.8% |
46% |
False |
False |
117,576 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
103.4% |
637.07 |
10.0% |
37% |
False |
False |
75,820 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
103.4% |
557.62 |
8.8% |
37% |
False |
False |
63,723 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
103.4% |
501.82 |
7.9% |
37% |
False |
False |
56,170 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
103.4% |
486.85 |
7.7% |
37% |
False |
False |
52,408 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
103.4% |
483.79 |
7.6% |
37% |
False |
False |
49,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,896.30 |
2.618 |
7,358.57 |
1.618 |
7,029.08 |
1.000 |
6,825.46 |
0.618 |
6,699.59 |
HIGH |
6,495.97 |
0.618 |
6,370.10 |
0.500 |
6,331.23 |
0.382 |
6,292.35 |
LOW |
6,166.48 |
0.618 |
5,962.86 |
1.000 |
5,836.99 |
1.618 |
5,633.37 |
2.618 |
5,303.88 |
4.250 |
4,766.15 |
|
|
Fisher Pivots for day following 01-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
6,347.46 |
6,332.54 |
PP |
6,339.34 |
6,309.50 |
S1 |
6,331.23 |
6,286.47 |
|